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zbMath0663.93077MaRDI QIDQ3815236

Raymond W. Rishel, Václav E. Beneš

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bounded control optimal bang-bang control partially observed problems predicted miss

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Related Items (1)

A class of adaptive control problems solved via stochastic control

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